V-Lab: Dream Office Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Dream Office Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, June 3rd, 2025:40.64% (-4.23%)

Analysis last updated: Tuesday, June 3, 2025 at 01:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.1730	6.12
$α$	0.2379	9.08
$β$	0.6512	21.95
$γ_{1}$	0.1003	1.91
$γ_{2}$	-0.1899	-2.26
$γ_{3}$	0.2646	5.24
$γ_{4}$	-0.3459	-7.03
$γ_{5}$	0.3358	5.28
$γ_{6}$	-0.2846	-4.13
$γ_{7}$	0.2387	3.99
$γ_{8}$	-0.1913	-5.11

Estimation Period:
Dec 4, 1995 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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